The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Branching Markov processes and related asymptotics (Q1012533) (← links)
- Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
- Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
- Multivariate mode hunting: Data analytic tools with measures of significance (Q1012536) (← links)
- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537) (← links)
- On the estimators of model-based and maximal reliability (Q1012538) (← links)
- Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539) (← links)
- A class of bivariate exponential distributions (Q1012540) (← links)
- Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
- Canonical representation of conditionally specified multivariate discrete distributions (Q1012542) (← links)
- Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data (Q1012544) (← links)
- Departure from normality of increasing-dimension martingales (Q1012546) (← links)
- A note on the Bayes factor in a semiparametric regression model (Q1012547) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- On the degrees of freedom in shrinkage estimation (Q1021833) (← links)
- Empirical likelihood for linear models with missing responses (Q1021834) (← links)
- Inference for multivariate normal mixtures (Q1021835) (← links)
- Coverage of generalized confidence intervals (Q1021836) (← links)
- Multivariate limited translation hierarchical Bayes estimators (Q1021838) (← links)
- Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
- Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion (Q1021841) (← links)
- Predictive inference for singular multivariate elliptically contoured distributions (Q1021843) (← links)
- The simplex dispersion ordering and its application to the evaluation of human corneal endothelia (Q1021844) (← links)
- Bandwidth selection for a data sharpening estimator in nonparametric regression (Q1021846) (← links)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- Use of prior information in the consistent estimation of regression coefficients in measurement error models (Q1021850) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- On the range of heterogeneous samples (Q1026343) (← links)
- On the sensitivity of the one-sided \(t\) test to covariance misspecification (Q1026344) (← links)
- Simultaneous credible intervals for small area estimation problems (Q1026345) (← links)
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
- Multivariate semi-Weibull distributions (Q1026347) (← links)
- Decomposability of high-dimensional diversity measures: quasi-\(U\)-statistics, martingales and nonstandard asymptotics (Q1026349) (← links)
- Stochastic comparisons of multivariate mixture models (Q1026352) (← links)
- An improved model averaging scheme for logistic regression (Q1026355) (← links)
- Characterizations of the beta distribution on symmetric matrices (Q1026357) (← links)
- Frontier estimation with local polynomials and high power-transformed data (Q1026358) (← links)
- A stochastic restricted ridge regression estimator (Q1026359) (← links)
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Improved variance estimation under sub-space restriction (Q1026362) (← links)
- Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
- Characterizations of degree one bivariate measures of concordance (Q1026365) (← links)
- Mean residual life order of convolutions of heterogeneous exponential random variables (Q1026366) (← links)
- Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times (Q1026367) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Quasi-arithmetic means of covariance functions with potential applications to space-time data (Q1026369) (← links)
